BibTeX record journals/eor/StainoR20

download as .bib file

@article{DBLP:journals/eor/StainoR20,
  author       = {Alessandro Staino and
                  Emilio Russo},
  title        = {Nested Conditional Value-at-Risk portfolio selection: {A} model with
                  temporal dependence driven by market-index volatility},
  journal      = {Eur. J. Oper. Res.},
  volume       = {280},
  number       = {2},
  pages        = {741--753},
  year         = {2020},
  url          = {https://doi.org/10.1016/j.ejor.2019.07.032},
  doi          = {10.1016/J.EJOR.2019.07.032},
  timestamp    = {Fri, 21 Feb 2020 13:15:07 +0100},
  biburl       = {https://dblp.org/rec/journals/eor/StainoR20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.